A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
This paper compares the forecasting performance of different models which have been proposed for forecasting in the presence of structural breaks. These models differ in their treatment of the break process, the parameters defining the model which applies in each regime and the out-of-sample probabi...
Rombouts, Jeroen VK
|Place of publication:||
University of Strathclyde Business School, Department of Economics
|Data of publication:||2011/04|
|Online Access:||available in Bonn?|
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